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SPFieldCollection Class

Windows SharePoint Services 3
Represents a collection of SPField objects.

Namespace: Microsoft.SharePoint
Assembly: Microsoft.SharePoint (in microsoft.sharepoint.dll)
[DefaultMemberAttribute("Item")] 
[SharePointPermissionAttribute(SecurityAction.InheritanceDemand, ObjectModel=true)] 
[SharePointPermissionAttribute(SecurityAction.LinkDemand, ObjectModel=true)] 
public class SPFieldCollection : SPBaseCollection

Use the Fields property of either the SPList class or the SPListItem class to return the collection of fields for a list or list item. Use the Fields property of the SPWeb class to return the fields in the Web site, and use the Fields property of the SPContentType class to get the fields that are associated with the content type. To create a field, use the Add method.

Use an indexer to return a single field from the collection. For example, assuming the collection has been assigned to a variable named collFields, use collFields[index] in Microsoft C#, or collFields(index) in Microsoft Visual Basic, where index is either the index number of the field in the collection or the display name of the field.

The following code example adds a new text field to the Announcements list of a specified Web site that is displayed in the default view of the list.

using (SPWeb oWebsite = SPContext.Current.Site.AllWebs["MySite"])
{
    SPList oList = oWebsite.GetList("Lists/Announcements/AllItems.aspx");
    SPFieldCollection collFields = oList.Fields;

    string strNewFieldName = collFields.Add("MyNewField", SPFieldType.Text, false);
    SPField oField = collFields.GetField(strNewFieldName);

    SPView oView = oList.DefaultView;
    SPViewFieldCollection collViewFields = oView.ViewFields;
    collViewFields.Add(oField);
    oView.Update();
}
NoteNote:

Certain objects implement the IDisposable interface, and you must avoid retaining these objects in memory after they are no longer needed. For information about good coding practices, see Best Practices: Using Disposable Windows SharePoint Services Objects.

Any public static (Shared in Visual Basic) members of this type are thread safe. Any instance members are not guaranteed to be thread safe.
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Update the source list
One needs to call the update method of the source list to which the new field has been added for the new field to appear.

oList.Update();

At least, that's what I had to do in my case.